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Details about David C. Ling

E-mail:
Homepage:http://warrington.ufl.edu/contact/profile.asp?WEBID=991
Workplace:Warrington College of Business, University of Florida, (more information at EDIRC)

Access statistics for papers by David C. Ling.

Last updated 2018-06-19. Update your information in the RePEc Author Service.

Short-id: pli857


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Working Papers

2017

  1. How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
    See also Journal Article in National Tax Journal (2017)

2015

  1. The other (commercial) real estate boom and bust: the effects of risk premia and regulatory capital arbitrage
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (5)

2009

  1. Differences in Acquirer Motivations, Announcement Effects, Target Characteristics, and Financing in Private versus Public Acquisitions: The Case of REITs
    ERES, European Real Estate Society (ERES) Downloads

2008

  1. The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
    See also Journal Article in The Journal of Real Estate Finance and Economics (2009)

2007

  1. Commercial Real Estate Return Cycles: Do Capital Flows Matter?
    ERES, European Real Estate Society (ERES) Downloads View citations (4)

2005

  1. Empirical Investigation
    ERES, European Real Estate Society (ERES) Downloads

1998

  1. The Effects of Property, Owner, Location and Tenant Characteristics on Multifamily Profitability
    ERES, European Real Estate Society (ERES) Downloads View citations (4)

1996

  1. Revisiting Cross-Tenure Differences in Home Maintenance and Conditions
    Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research View citations (1)

1995

  1. The Effect of Income and Collateral Constraints on Residential Mortgage Terminations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Regional Science and Urban Economics (1996)

1987

  1. Homeownership Rates of Married Couples: An Econometric Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Understanding the Real Estate Provisions of Tax Reform: Motivation and Impact
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

1986

  1. Real Estate and the Tax Reform Act of 1986
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

1985

  1. The Administration Tax Reform Proposal and Housing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

1984

  1. Prospective Changes in Tax Law and the Value of Depreciable Real Estate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Real Estate Economics (1984)
  2. Tax Reform and Housing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. Trading and the Tax Shelter Value of Depreciable Real Estate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)

Journal Articles

2018

  1. Search Costs, Behavioral Biases, and Information Intermediary Effects
    The Journal of Real Estate Finance and Economics, 2018, 57, (1), 114-151 Downloads View citations (2)

2017

  1. How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades
    National Tax Journal, 2017, 70, (3), 549-584 Downloads View citations (1)
    See also Working Paper (2017)
  2. REIT Leverage and Return Performance: Keep Your Eye on the Target
    Real Estate Economics, 2017, 45, (4), 930-978 Downloads View citations (3)

2016

  1. Credit Availability and Asset Pricing Dynamics in Illiquid Markets: Evidence from Commercial Real Estate Markets
    Journal of Money, Credit and Banking, 2016, 48, (7), 1321-1362 Downloads

2015

  1. Explaining House Price Dynamics: Isolating the Role of Nonfundamentals
    Journal of Money, Credit and Banking, 2015, 47, (S1), 87-125 Downloads View citations (10)
  2. Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets
    The Journal of Real Estate Finance and Economics, 2015, 51, (2), 125-159 Downloads View citations (8)
  3. Returns and Information Transmission Dynamics in Public and Private Real Estate Markets
    Real Estate Economics, 2015, 43, (1), 163-208 Downloads View citations (12)

2014

  1. Investor Sentiment, Limits to Arbitrage and Private Market Returns
    Real Estate Economics, 2014, 42, (3), 531-577 Downloads View citations (4)

2013

  1. Introduction to the Special Issue
    The Journal of Real Estate Finance and Economics, 2013, 47, (4), 583-587 Downloads
  2. Short Sales and Fundamental Value: Explaining the REIT Premium to NAV
    Real Estate Economics, 2013, 41, (3), 481-516 Downloads View citations (4)

2012

  1. Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements
    Journal of International Money and Finance, 2012, 31, (7), 1930-1952 Downloads View citations (1)
  2. Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings?
    The Journal of Real Estate Finance and Economics, 2012, 44, (1), 184-202 Downloads View citations (3)
  3. Shareholder composition, share turnover, and returns in volatile markets: The case of international REITs
    Journal of International Money and Finance, 2012, 31, (7), 1867-1889 Downloads View citations (3)

2011

  1. Why Do REITs Go Private? Differences in Target Characteristics, Acquirer Motivations, and Wealth Effects in Public and Private Acquisitions
    The Journal of Real Estate Finance and Economics, 2011, 43, (1), 99-129 Downloads View citations (7)

2010

  1. Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors
    The Journal of Real Estate Finance and Economics, 2010, 40, (1), 41-61 Downloads View citations (6)

2009

  1. Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment
    The Journal of Real Estate Finance and Economics, 2009, 38, (1), 5-37 Downloads View citations (28)
  2. Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate
    The Journal of Real Estate Finance and Economics, 2009, 39, (3), 359-383 Downloads View citations (8)
    See also Working Paper (2008)
  3. Institutional Capital Flows and Return Dynamics in Private Commercial Real Estate Markets
    Real Estate Economics, 2009, 37, (1), 85-116 Downloads View citations (8)
  4. The Liquidity of Property Shares: An International Comparison
    Real Estate Economics, 2009, 37, (3), 413-445 Downloads View citations (10)

2008

  1. Avoiding Taxes at Any Cost: The Economics of Tax-Deferred Real Estate Exchanges
    The Journal of Real Estate Finance and Economics, 2008, 36, (4), 367-404 Downloads View citations (4)

2007

  1. Indices for Investment Benchmarking and Return Performance Analysis in Private Real Estate
    International Real Estate Review, 2007, 10, (1), 93-118 Downloads View citations (2)
  2. The Variation of Homeowner Tax Preferences by Income, Age and Leverage
    Real Estate Economics, 2007, 35, (4), 505-539 Downloads View citations (1)
  3. Trading Intensity and Real Estate Performance
    The Journal of Real Estate Finance and Economics, 2007, 35, (4), 449-474 Downloads View citations (4)

2006

  1. Considerations in the Design and Construction of Investment Real Estate Research Indices
    Journal of Real Estate Research, 2006, 28, (4), 411-444 Downloads View citations (8)
  2. Dedicated REIT Mutual Fund Flows and REIT Performance
    The Journal of Real Estate Finance and Economics, 2006, 32, (4), 409-433 Downloads View citations (18)

2005

  1. A Random Walk Down Main Street: Can Experts Predict Returns on Commercial Real Estate?
    Journal of Real Estate Research, 2005, 27, (2), 137-154 Downloads View citations (9)

2003

  1. Household Income, Termination Risk and Mortgage Pricing
    The Journal of Real Estate Finance and Economics, 2003, 27, (1), 111-38 Downloads
  2. Modeling Spatial Variation in Housing Prices: A Variable Interaction Approach
    Real Estate Economics, 2003, 31, (4), 623-646 Downloads View citations (34)
  3. The Dynamics of REIT Capital Flows and Returns
    Real Estate Economics, 2003, 31, (3), 405-434 Downloads View citations (27)

2002

  1. Authors’ Perceptions and Preferences Among Real Estate Journals: An Editors’ Note
    Real Estate Economics, 2002, 30, (1), 159-161 Downloads
  2. Commercial Real Estate Return Performance: A Cross-Country Analysis
    The Journal of Real Estate Finance and Economics, 2002, 24, (1-2), 119-42 Downloads View citations (40)
  3. Determinants of Multifamily Mortgage Default
    Real Estate Economics, 2002, 30, (3), 445-473 Downloads View citations (22)
  4. Referee Recognition
    Real Estate Economics, 2002, 30, (1), 163-164 Downloads

2000

  1. The Predictability of Equity REIT Returns: Time Variation and Economic Significance
    The Journal of Real Estate Finance and Economics, 2000, 20, (2), 117-36 Downloads View citations (31)

1999

  1. The Integration of Commercial Real Estate Markets and Stock Markets
    Real Estate Economics, 1999, 27, (3), 483-515 Downloads View citations (85)

1998

  1. Cross-Tenure Differences in Home Maintenance and Appreciation
    Land Economics, 1998, 74, (3), 328-342 Downloads View citations (14)
    Also in Land Economics, 1997, 73, (3), 328-342 (1997) Downloads
  2. Evidence on the Demand for Mortgage Debt by Owner-Occupants
    Journal of Urban Economics, 1998, 44, (3), 391-414 Downloads View citations (21)
  3. Information Externalities and Home Mortgage Underwriting
    Journal of Urban Economics, 1998, 44, (3), 317-332 Downloads View citations (14)

1997

  1. Demographic versus Option-Driven Mortgage Terminations
    Journal of Housing Economics, 1997, 6, (2), 137-163 Downloads View citations (13)
  2. Economic Risk Factors and Commercial Real Estate Returns
    The Journal of Real Estate Finance and Economics, 1997, 14, (3), 283-307 Downloads View citations (60)
  3. Valuation uncertainty, institutional involvement, and the underpricing of IPOs: The case of REITs
    Journal of Financial Economics, 1997, 43, (3), 433-456 Downloads View citations (40)

1996

  1. Measuring the Importance of Location in House Price Appreciation
    Journal of Urban Economics, 1996, 40, (3), 334-353 Downloads View citations (33)
  2. The effect of income and collateral constraints on residential mortgage terminations
    Regional Science and Urban Economics, 1996, 26, (3-4), 235-261 Downloads View citations (33)
    See also Working Paper (1995)

1994

  1. Measuring Changes in Local House Prices: An Empirical Investigation of Alternative Methodologies
    Journal of Urban Economics, 1994, 35, (2), 221-244 Downloads View citations (35)

1993

  1. Mortgage‐Backed Futures and Options
    Real Estate Economics, 1993, 21, (1), 47-67 Downloads View citations (1)
  2. Pricing Mortgage‐Backed Securities: Integrating Optimal Call and Empirical Models of Prepayment
    Real Estate Economics, 1993, 21, (4), 373-404 Downloads View citations (20)
  3. Probabilistic Valuation Models and Income Tax Asymmetries with an Application to the Analysis of Passive Loss Restrictions
    Journal of Real Estate Research, 1993, 8, (2), 205-220 Downloads

1992

  1. An Empirical Investigation of the Contingent‐Claims Approach to Pricing Residential Mortgage Debt
    Real Estate Economics, 1992, 20, (3), 393-426 Downloads View citations (7)
  2. Real Estate Markets Since 1980: What Role Have Tax Changes Played?
    National Tax Journal, 1992, 45, (3), 253-66 Downloads View citations (3)
  3. Real Estate Values, Federal Income Taxation, and the Importance of Local Market Conditions
    Real Estate Economics, 1992, 20, (1), 125-139 Downloads View citations (8)

1991

  1. Optimal Refunding Strategies, Transaction Costs, and the Market Value of Corporate Debt
    The Financial Review, 1991, 26, (4), 479-500
  2. The Federal Tax Subsidy to Housing and the Reduced Value of the Mortgage Interest Deduction
    National Tax Journal, 1991, 44, (2), 147-68 Downloads View citations (26)

1989

  1. Optimal Mortgage Refinancing with Stochastic Interest Rates
    Real Estate Economics, 1989, 17, (3), 278-299 Downloads View citations (15)

1988

  1. Another Look at Tenure Choice, Inflation, and Taxes
    Real Estate Economics, 1988, 16, (3), 207-229 Downloads View citations (9)

1987

  1. Another look at mortgage revenue bonds
    Journal of Policy Analysis and Management, 1987, 7, (3), 562-564 Downloads

1986

  1. Retail Leasehold Interests: A Contingent Claim Analysis
    Real Estate Economics, 1986, 14, (2), 216-229 Downloads View citations (6)

1985

  1. Valuing Depreciable Real Estate: A New Methodology
    Real Estate Economics, 1985, 13, (2), 181-194 Downloads View citations (2)

1984

  1. Prospective Changes in Tax Law and the Value of Depreciable Real Estate
    Real Estate Economics, 1984, 12, (3), 297-317 Downloads View citations (12)
    See also Working Paper (1984)
 
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